Step 1: Rinse the rice thoroughly under cold running water until the water runs clear to remove excess surface starch.
Step 2: In a large heavy-bottomed saucepan, combine the rinsed rice, 2 cups of water, the cinnamon stick, and the citrus zest.
Step 3: Bring the mixture to a boil over medium-high heat, then reduce the heat to low, cover, and simmer for about 12-15 minutes until most of the water is absorbed and the rice is tender.
Step 4: Remove the citrus zest strip and the cinnamon stick from the pot.
Step 5: Stir in the 4 cups of milk, sugar, and salt. Increase the heat slightly to medium-low, bringing the mixture back to a very gentle simmer.
Step 6: Cook uncovered for 25-30 minutes, stirring frequently with a wooden spoon to prevent sticking and to encourage the rice to release its starch. The Arroz con leche recipe is ready when it has reached a thick, creamy consistency.
Step 7: Remove from heat and stir in the vanilla extract. The pudding will continue to thicken as it cools.
Step 8: Serve warm or transfer to a bowl and chill. Dust with ground cinnamon before serving.